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Assuming All Else Is Constant,which of the Following Statements Best S1S _ { 1 }

Question 3

Multiple Choice

Assuming all else is constant,which of the following statements best describes the delta of a put option?


A) The delta of a put at a stock price S1S _ { 1 }
Is greater than the delta of the same put at stock price
S2>S1S _ { 2 } > S _ { 1 }
)
B) The delta of a put at a stock price S1S _ { 1 }
Is smaller than the delta of the same put at stock price
S2>S1S _ { 2 } > S _ { 1 }
)
C) The delta of a put at a stock price S1S _ { 1 }
Is equal to the delta of the same put at stock price
S2>S1S _ { 2 } > S _ { 1 }
)
D) None of the above is always true for all puts.

Correct Answer:

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